-16.2%
KORU vs CLF
+80.0%
-96.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | +24.3% | +16.0% | +8.4% | +15.2% |
| 30D | -44.8% | +1.6% | -46.5% | -43.4% |
| 3M | -60.0% | +6.7% | -66.7% | -60.0% |
| 6M | -78.7% | +21.1% | -99.8% | -79.4% |
| YTD | -10.6% | -1.6% | -9.0% | -4.9% |
| 1Y | -3.8% | +18.5% | -22.3% | -6.9% |
| 3Y | +142.0% | -21.0% | +163.0% | +148.4% |
| 5Y | -33.1% | -41.4% | +8.3% | -24.0% |
| All | -16.2% | +80.0% | -96.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling